scientific article
From MaRDI portal
Publication:3228986
zbMath0067.37403MaRDI QIDQ3228986
Publication date: 1955
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Mining periodic patterns and cascading bursts phenomenon in individual e-mail communication ⋮ Spatial Cox processes in an infinite-dimensional framework ⋮ The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases ⋮ Bayesian Analysis of Stochastic Processes in Reliability ⋮ A micro-level claim count model with overdispersion and reporting delays ⋮ A Stochastic Hybrid Framework for Obtaining Statistics of Many Random Walkers in a Switching Environment ⋮ The MISER criterion for imbalance in the analysis of covariance ⋮ Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility ⋮ On the statistical modeling and analysis of repairable systems ⋮ Valuing options in shot noise market ⋮ Joint Probability Density of the Intervals Length of the Modulated Semi-synchronous Integrated Flow of Events and Its Recurrence Conditions ⋮ CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY ⋮ Semi-Markov modulated Poisson process: probabilistic and statistical analysis ⋮ Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process ⋮ A Metric Space for Point Process Excitations ⋮ Two-step estimation procedures for inhomogeneous shot-noise Cox processes ⋮ Precise deviations for Cox processes with a shot noise intensity ⋮ Rate of coalescence of lineage pairs in the spatial \(\varLambda\)-Fleming-Viot process ⋮ Dual-frailty default intensity model: estimations and an application ⋮ Explicit results for the distribution of the number of customers served during a busy period for \(M^X/PH/1\) queue ⋮ The Hitchhiker's guide to nonlinear filtering ⋮ Sir David Cox: a wise and noble statistician (1924--2022) ⋮ A study of additionally generated flows in systems with unlimited number of devices and recurrent servicing with the Markov summation method ⋮ Jump locations of jump-diffusion processes with state-dependent rates ⋮ A risk model with renewal shot-noise Cox process ⋮ From micro-correlations to macro-correlations ⋮ Multivariate claim processes with rough intensities: properties and estimation ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ A random effects epidemic-type aftershock sequence model ⋮ Adaptive tests of homogeneity for a Poisson process ⋮ Tail approximations of integrals of Gaussian random fields ⋮ Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes ⋮ Functional estimation of the random rate of a Cox process ⋮ Log-Gaussian Cox processes in infinite-dimensional spaces ⋮ A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK ⋮ A Cox process with log-normal intensity. ⋮ Doubly Stochastic Poisson Model of Flagellar Length Control ⋮ Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes ⋮ Mixed-Poisson point process with partially observed covariates: ecological momentary assessment of smoking ⋮ A local maximum likelihood estimator for Poisson regression ⋮ Laws of large numbers in the raise and peel model ⋮ Lévy-based Cox point processes ⋮ A non-homogeneous Poisson process geostatistical model with spatial deformation ⋮ On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process ⋮ Effective behavior of cooperative and nonidentical molecular motors ⋮ A generalization of Matérn hard-core processes with applications to max-stable processes ⋮ Multiscale structure of UXO site characterization: spatial estimation and uncertainty quantification ⋮ A Bayesian hierarchical spatial point process model for multi-type neuroimaging meta-analysis ⋮ An elementary derivation of moments of Hawkes processes ⋮ Cox processes for counting by detection ⋮ Fluctuation effects in metapopulation models: percolation and pandemic threshold ⋮ Cox process functional learning ⋮ Modelling of limit order books by general compound Hawkes processes with implementations ⋮ Structured space-sphere point processes and \(K\)-functions ⋮ A Model-Based Approach for Making Ecological Inference from Distance Sampling Data ⋮ Statistical inference for the doubly stochastic self-exciting process ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Thinning spatial point processes into Poisson processes ⋮ Nonparametric inference of doubly stochastic Poisson process data via the kernel method ⋮ Compound binomial risk model in a Markovian environment ⋮ The first Erlang century---and the next ⋮ Computing bounds on the expected maximum of correlated normal variables ⋮ Forecasting time series of inhomogeneous Poisson processes with application to call center workforce management ⋮ Risk processes with shot noise Cox claim number process and reserve dependent premium rate ⋮ Random point processes and martingales ⋮ Unnamed Item ⋮ Sensitivity summation theorems for stochastic biochemical reaction systems ⋮ Characterization of stochastic processes with conditionally independent increments ⋮ Stochastic backtrackings ⋮ Duration time-series models with proportional hazard ⋮ A second-order approximation for the variance of a renewal reward process ⋮ Maximum Likelihood Estimation of the Dead Time Period Duration in the Modulated Semi-synchronous Generalized Flow of Events ⋮ Stochastic resonance as an inherent property of rate-modulated random series of events ⋮ On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields ⋮ Pricing default events: surprise, exogeneity and contagion ⋮ Efficient simulation of Lévy-driven point processes ⋮ A numerical method for computing interval distributions for an inhomogeneous Poisson point process modified by random dead times ⋮ Estimating doubly stochastic Poisson process with affine intensities by Kalman filter ⋮ Structured Spatio-Temporal Shot-Noise Cox Point Process Models, with a View to Modelling Forest Fires ⋮ Limit theorems for the fractional nonhomogeneous Poisson process ⋮ Statistische Analyse des homogenen und des inhomogenen Poissonprozesses ⋮ Inference for Clustered Inhomogeneous Spatial Point Processes ⋮ Robust heavy-traffic approximations for service systems facing overdispersed demand ⋮ Second-Order Analysis of Semiparametric Recurrent Event Processes ⋮ Unnamed Item ⋮ A Class of Convolution-Based Models for Spatio-Temporal Processes with Non-Separable Covariance Structure ⋮ Unnamed Item ⋮ Einige statistische Verfahren im Zusammenhang mit Poissonprozessen und deren Anwendung ⋮ Optimal reinsurance-investment strategy for a dynamic contagion claim model ⋮ Spatiotemporal point processes: regression, model specifications and future directions ⋮ Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals ⋮ Spatial Bayesian latent factor regression modeling of coordinate-based meta-analysis data ⋮ Measuring the Noise of Digital Imaging Sensors by Stacking Raw Images Affected by Vibrations and Illumination Flickering ⋮ A test for superadditivity of the mean value function of a non- homogeneous Poisson process ⋮ Forecasting a class of doubly stochastic Poisson processes ⋮ Local spatial log-Gaussian Cox processes for seismic data ⋮ Spatial synchrony in population dynamics: the effects of demographic stochasticity and density regulation with a spatial scale ⋮ Nonparametric specification tests for conditional duration models
This page was built for publication:
